Pages that link to "Item:Q4554434"

The following pages link to Smoothing the payoff for efficient computation of Basket option prices (Q4554434):

Displaying 10 items.

• High dimensional integration of kinks and jumps -- smoothing by preintegration (Q724506) (← links)
• A space-time spectral method for time-fractional Black-Scholes equation (Q2029115) (← links)
• The deep parametric PDE method and applications to option pricing (Q2161843) (← links)
• Low-Dimensional Approximations of High-Dimensional Asset Price Models (Q4990516) (← links)
• Equivalence between Sobolev spaces of first-order dominating mixed smoothness and unanchored ANOVA spaces on ℝ^{𝕕} (Q5082038) (← links)
• Low-Rank Tensor Approximation for Chebyshev Interpolation in Parametric Option Pricing (Q5131414) (← links)
• Hierarchical adaptive sparse grids and quasi-Monte Carlo for option pricing under the rough Bergomi model (Q5139245) (← links)
• Quasi-Monte Carlo-based conditional pathwise method for option Greeks (Q5215438) (← links)
• Implied stopping rules for American basket options from Markovian projection (Q5234298) (← links)
• Multilevel Monte Carlo with numerical smoothing for robust and efficient computation of probabilities and densities (Q6498605) (← links)